The Futures Speculation Strategy Based On Sentiment Indicators

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === This study uses the open interests and trading volumes of TXO to compute the Put/Call ratios, then the Put/Call ratios are used to construct several sentiment indicators to represent the state of Taiwan stock market. These sentiment indicators are then used...

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Bibliographic Details
Main Authors: Hsin-Yi Ma, 馬欣怡
Other Authors: Chih-Hsien Lo
Format: Others
Language:zh-TW
Published: 101
Online Access:http://ndltd.ncl.edu.tw/handle/75542879344714507063